Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504127.4651 | 521432.5846 | -17305.1195 | 98997.9047 | 126713.9229 | -27716.0182 |
Total P&L (%) | 504.1275 | 521.4326 | -17.3051 | 98.9979 | 126.7139 | -27.716 |
Avg Daily Profit (%) | 0.2742 | 0.2836 | -0.0094 | 0.0374 | 0.0445 | -0.0177 |
Buy And Hold Return (%) | 159.0315 | 159.0315 | 159.0315 | 159.0315 | 159.0315 | 159.0315 |
Max Trade Drawdown | -100711 | -96898 | -81135 | -126360 | -120911 | -82645 |
Profit Factor | 1.9238 | 3.1177 | 0.9422 | 1.1621 | 1.4413 | 0.9143 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 42.6966 | 42.2222 | 43.1818 | 42.6966 | 42.2222 | 43.1818 |
Ratio Avg Win / Avg Loss | 2.5819 | 4.2664 | 1.2398 | 1.5597 | 1.9723 | 1.2031 |
Largest Winning Trade | 451554 | 451554 | 56332 | 134165 | 134165 | 61582 |
Largest Losing Trade | -50941 | -35175 | -50941 | -46653 | -43609 | -46653 |
Avg Bars in Trades | 58 | 54 | 62 | 58 | 54 | 62 |
Avg Bars in Winners | 95 | 86 | 104 | 95 | 86 | 104 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 5243 | 2472 | 2771 | 5243 | 2472 | 2771 |
Profit Streak | 0 | 0 | 88.5917 | 0 | 0 | 88.5917 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 243442 | 319949 | -581145 | -352387 | -300115 | -581145 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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